Timothy J. Vogelsang - Publications, H-index & Citations

Timothy J. Vogelsang

michigan state university

32H指数

113论文数

6.7K被引数

收录论文 20

发表时间

Robust Confidence Intervals for Autocorrelations of Stationary Time Series 平稳时间序列自相关系数的稳健置信区间

Journal of Business & Economic Statistics

IF2.5

2026-03-02

OAAI

Taeyoon Hwang; Timothy J. Vogelsang

Some fixed-b results for regressions with high frequency data over long spans 长跨度高频数据回归的一些固定b结果

JOURNAL OF ECONOMETRICS

IF4

2024-09-01

PREAI

Hwang, Taeyoon; Vogelsang, Timothy J.

Fixed-b asymptotics for panel models with two-way clustering 具有双向聚类的面板模型的固定b渐近性

JOURNAL OF ECONOMETRICS

IF4

2024-08-01

PREAI

Chen, Kaicheng; Vogelsang, Timothy J.

Annals Issue: PI-Day Honoring Pierre Perron introduction

JOURNAL OF ECONOMETRICS

IF4

2021-09-01

PREAI

Ng, Serena; Qu, Zhongjun; Vogelsang, Timothy

Inference in time series models using smoothed-clustered standard errors 使用平滑聚类标准误差在时间序列模型中进行推断

JOURNAL OF ECONOMETRICS

IF4

2021-09-01

PREAI

Rho, Seunghwa; Vogelsang, Timothy J.

Indirect Aerosol Effect Increases CMIP5 Models' Projected Arctic Warming

JOURNAL OF CLIMATE

IF4

2016-02-10

OAAI

Chylek, Petr; Vogelsang, Timothy J.; Klett, James D.; Hengartner, Nicholas; Higdon, Dave; Lesins, Glen; Dubey, Manvendra K.

Nonparametric rank tests for non-stationary panels

JOURNAL OF ECONOMETRICS

IF4

2015-04-01

OAAI

Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, Martin; Westerlund, Joakim

Integrated modified OLS estimation and fixed-b inference for cointegrating regressions 协整回归的综合修正OLS估计和固定b推断

JOURNAL OF ECONOMETRICS

IF4

2014-02-01

PREAI

Vogelsang, Timothy J.; Wagner, Martin

Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects 具有固定效应的线性面板模型中的异方差，自相关和空间相关性稳健推断

JOURNAL OF ECONOMETRICS

IF4

2012-02-01

128

PREAI

Vogelsang, Timothy J.

Fixed-b analysis of LM-type tests for a shift in mean 均值偏移的LM型检验的固定b分析

ECONOMETRICS JOURNAL

IF7

2011-10-24

PREAI

Yang, Jingjing; Vogelsang, Timothy J.

Interdecadal trend and ENSO-related interannual variability in Southern Hemisphere blocking

JOURNAL OF CLIMATE

IF4

2008-06-15

OAAI

Dong, Li; Vogelsang, Timothy J.; Colucci, Stephen J.

Testing for common deterministic trend slopes

JOURNAL OF ECONOMETRICS

IF4

2005-05-01

OAAI

Vogelsang, TJ; Franses, PH

Heteroskedasticity-autocorrelation robust standard errors using the Bartlett kernel without truncation

ECONOMETRICA

IF7.1

2002-09-01

171

OAAI

Kiefer, NM; Vogelsang, TJ

The application of size-robust trend statistics to global-warming temperature series

JOURNAL OF CLIMATE

IF4

2002-01-01

OAAI

Fomby, TB; Vogelsang, TJ

Simple robust testing of hypotheses in nonlinear models 非线性模型中假设的简单稳健检验

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2001-09-01

PREAI

Bunzel, H; Kiefer, NM; Vogelsang, TJ

A simple test of the law of demand for the United States

ECONOMETRICA

IF7.1

2000-07-01

PREAI

Zambrano, E; Vogelsang, TJ

Simple robust testing of regression hypotheses

ECONOMETRICA

IF7.1

2000-05-01

174

PREAI

Kiefer, NM; Vogelsang, TJ; Bunzel, H

Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series 在测试动态时间序列的均值偏移时，非单调功率的来源

JOURNAL OF ECONOMETRICS

IF4

1999-02-01

OAAI

Vogelsang, TJ

On seasonal cycles, unit roots, and mean shifts

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

1998-05-01

PREAI

Franses, PH; Vogelsang, TJ

Trend function hypothesis testing in the presence of serial correlation

ECONOMETRICA

IF7.1

1998-01-01

206

PREAI

Vogelsang, TJ

研究方向